Smoothness and monotonicity of the excursion set density of planar gaussian fields

Dmitry Beliaev, Michael McAuley, Stephen Muirhead

Research output: Contribution to journalArticlepeer-review

Abstract

Nazarov and Sodin have shown that the number of connected components of the nodal set of a planar Gaussian field in a ball of radius R, normalised by area, converges to a constant as R → ∞. This has been generalised to excursion/level sets at arbitrary levels, implying the existence of functionals cES(ℓ) and cLS(ℓ) that encode the density of excursion/level set components at the level ℓ. We prove that these functionals are continuously differentiable for a wide class of fields. This follows from a more general result, which derives differentiability of the functionals from the decay of the probability of ‘four-arm events’ for the field conditioned to have a saddle point at the origin. For some fields, including the important special cases of the Random Plane Wave and the Bargmann-Fock field, we also derive stochastic monotonicity of the conditioned field, which allows us to deduce regions on which cES(ℓ) and cLS(ℓ) are monotone.

Original languageEnglish
Article number93
Pages (from-to)1-37
Number of pages37
JournalElectronic Journal of Probability
Volume25
DOIs
Publication statusPublished - 2020
Externally publishedYes

Keywords

  • Critical points
  • Gaussian fields
  • Level sets
  • Nodal set

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